Reduced-rank unscented Kalman filtering using Cholesky-based decomposition

DOI10.1080/00207170801891724MaRDI QIDQ3536500zbMATH OpenOpenAlexFDO

Authors

Publication date 21 November 2008

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170801891724

zbMATH Keywords

data assimilationnonlinear state estimationreduced-rank Kalman filter

Mathematics Subject Classification ID

Decentralized systems (93A14) Large-scale systems (93A15) Filtering in stochastic control theory (93E11)

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Cites work

• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Dynamic Data Assimilation
• Square-root algorithms for least-squares estimation
• Tidal flow forecasting using reduced rank square root filters

Cited in

(4)

• A local sigma-point unscented Kalman filter for geophysical data assimilation
• New minimum sigma set for unscented filtering
• A reduced basis Kalman filter for parametrized partial differential equations
• Integrated methodology for state and parameter estimation of spark-ignition engines

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Uses Software

• EnKF

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